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Amsterdam Small Cap Index (^ASCX)

Index · Currency in EUR · Last updated Dec 10, 2022

^ASCXShare Price Chart


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^ASCXPerformance

The chart shows the growth of €10,000 invested in Amsterdam Small Cap Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly €26,561 for a total return of roughly 165.61%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-6.32%
4.93%
^ASCX (Amsterdam Small Cap Index)
Benchmark (^GSPC)

^ASCXCompare to other instruments

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Amsterdam Small Cap Index

^ASCXReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M1.98%2.78%
6M-12.35%-2.08%
YTD-12.83%-17.44%
1Y-6.52%-16.29%
5Y2.65%8.04%
10Y11.79%10.32%

^ASCXMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20221.83%-4.56%6.60%-2.99%-0.17%-9.60%2.86%-1.63%-9.22%2.32%4.12%-1.80%
20213.37%3.96%7.26%1.28%2.75%-1.22%0.26%3.13%-4.59%-1.45%-3.41%8.46%
20200.27%-6.98%-30.53%13.41%3.53%3.51%0.59%15.21%-4.15%-0.92%21.16%6.83%
20195.69%3.66%1.35%4.46%-5.70%0.77%-0.13%-2.68%1.82%-0.14%4.37%2.49%
20181.10%-1.88%-3.82%4.00%1.39%-0.50%-3.15%0.25%-3.21%-8.65%-2.03%-3.51%
20173.12%2.37%4.43%6.47%2.00%-0.54%1.25%-0.05%4.10%1.44%-0.65%3.64%
2016-7.87%2.11%4.32%-1.39%0.99%-4.29%5.39%3.32%3.33%-1.59%-4.98%5.92%
20154.00%13.92%11.12%2.65%-2.44%-2.83%5.80%-7.71%-3.69%6.08%2.17%1.97%
20141.11%7.35%2.90%2.78%1.56%-1.29%-3.00%-1.50%2.31%-3.19%2.73%3.26%
20135.84%1.29%0.29%1.37%-0.65%-1.26%3.86%2.45%3.10%0.90%2.46%3.81%
20123.97%3.26%3.59%-3.38%-6.81%-1.06%-2.88%1.10%1.54%2.24%-0.08%6.03%
20110.54%-0.46%1.39%4.99%-0.52%-5.20%-5.64%-10.42%-5.18%4.41%-10.84%0.96%
20101.54%0.83%6.19%-1.04%-6.51%-2.78%-0.48%2.49%1.83%3.93%-3.00%8.44%

^ASCXSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Amsterdam Small Cap Index Sharpe ratio is -0.34. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.80-0.60-0.40-0.200.00JulyAugustSeptemberOctoberNovemberDecember
-0.34
-0.58
^ASCX (Amsterdam Small Cap Index)
Benchmark (^GSPC)

^ASCXDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember
-16.77%
-17.96%
^ASCX (Amsterdam Small Cap Index)
Benchmark (^GSPC)

^ASCXWorst Drawdowns

The table below shows the maximum drawdowns of the Amsterdam Small Cap Index. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Amsterdam Small Cap Index is 44.79%, recorded on Mar 18, 2020. It took 186 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.79%Jun 15, 2018450Mar 18, 2020186Dec 8, 2020636
-34.81%May 12, 2011142Nov 25, 2011572Feb 19, 2014714
-23.58%Feb 11, 2022172Oct 12, 2022
-17.97%Apr 16, 2015213Feb 11, 2016157Sep 21, 2016370
-16.7%Jun 10, 201493Oct 16, 201471Jan 28, 2015164
-15.03%Apr 22, 201024May 25, 2010160Jan 4, 2011184
-11.31%Sep 2, 202167Dec 3, 202129Jan 13, 202296
-9.43%Oct 25, 201629Dec 2, 201629Jan 13, 201758
-8.12%Jan 24, 201844Mar 26, 201850Jun 7, 201894
-6.14%Jun 15, 202125Jul 19, 202130Aug 30, 202155

^ASCXVolatility Chart

Current Amsterdam Small Cap Index volatility is 12.87%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
12.87%
22.29%
^ASCX (Amsterdam Small Cap Index)
Benchmark (^GSPC)